In this paper we deal with the problem of output regulation of a class of stochastic systems described by stochastic differential equations. This modeling framework allows the designer to account for uncertainties which have probabilistic properties that the classical robust deterministic framework cannot address. A series of examples motivating the need for the use of stochastic modeling in control engineering are provided in [1]} and all the references therein. These examples include mechanical systems (the inverted pendulum, the two-cart system, the quarter-car model, the car-steering system), aerospace applications (the satellite dynamics along the pitch and yaw directions), electrical and electro-mechanical systems (the suspended gyro) and mathematical finance. Other methodological applications include the filtering and optimal control problems which are addressed in e.g. [2]} and [3]}, and the stochastic \(H_\infty \)  control problem, see, e.g., [4]}, [5]} and [6]}.
